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On the probability distribution of stock returns in the Mike-Farmer model

Recently, Mike and Farmer have constructed a very powerful and realistic behavioral model to mimick the dynamic process of stock price formation based on the empirical regularities of order placement and cancelation in…



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On the probability distribution of stock returns in the Mike-Farmer model

https://ar5iv.org/html/0805.3593

Recently, Mike and Farmer have constructed a very powerful and realistic behavioral model to mimick the dynamic process of stock price formation based on the empirical regularities of order placement and cancelation in…



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https://ar5iv.org/html/0805.3593

On the probability distribution of stock returns in the Mike-Farmer model

Recently, Mike and Farmer have constructed a very powerful and realistic behavioral model to mimick the dynamic process of stock price formation based on the empirical regularities of order placement and cancelation in…

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